+800.2%
LNG vs SPG
+113.9%
+686.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +11.3% | +2.0% | +9.3% | +10.8% |
| 30D | +10.6% | +17.2% | -6.6% | +6.0% |
| 3M | +16.1% | +6.3% | +9.8% | +14.1% |
| 6M | +29.6% | +18.7% | +10.9% | +23.4% |
| YTD | +60.3% | +30.1% | +30.2% | +48.4% |
| 1Y | +46.1% | +32.8% | +13.4% | +34.4% |
| 3Y | +85.9% | +133.6% | -47.6% | +45.4% |
| 5Y | +210.8% | +84.4% | +126.4% | +154.4% |
| All | +800.2% | +113.9% | +686.3% | +593.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling